Testing distributional assumptions in CUB models for the analysis of rating data

Francesca Iorio (), Riccardo (Jack) Lucchetti and Rosaria Simone ()
Additional contact information
Francesca Iorio: Università degli Studi di Napoli Federico II
Rosaria Simone: Università degli Studi di Napoli Federico II

AStA Advances in Statistical Analysis, 2024, vol. 108, issue 3, No 7, 669-701

Abstract: Abstract In this paper, we propose a portmanteau test for misspecification in combination of uniform and binomial (CUB) models for the analysis of ordered rating data. Specifically, the test we build belongs to the class of information matrix (IM) tests that are based on the information matrix equality. Monte Carlo evidence indicates that the test has excellent properties in finite samples in terms of actual size and power versus several alternatives. Differently from other tests of the IM family, finite-sample adjustments based on the bootstrap seem to be unnecessary. An empirical application is also provided to illustrate how the IM test can be used to supplement model validation and selection.

Keywords: CUB model; Information matrix test; Ordered data; Misspecification (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10182-024-00498-y Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:alstar:v:108:y:2024:i:3:d:10.1007_s10182-024-00498-y

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10182/PS2

DOI: 10.1007/s10182-024-00498-y

Access Statistics for this article

AStA Advances in Statistical Analysis is currently edited by Göran Kauermann and Yarema Okhrin

More articles in AStA Advances in Statistical Analysis from Springer, German Statistical Society
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().